+764.5%
DIA vs EWZ
+436.1%
+328.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | +6.5% | -6.7% | -2.1% |
| 30D | -1.5% | +4.8% | -6.4% | -3.0% |
| 3M | +3.8% | +9.9% | -6.1% | +0.7% |
| 6M | +10.3% | +1.9% | +8.3% | +9.2% |
| YTD | +12.1% | +20.3% | -8.2% | +5.4% |
| 1Y | +18.6% | +35.6% | -17.0% | +7.4% |
| 3Y | +60.6% | +43.4% | +17.2% | +41.3% |
| 5Y | +64.4% | +55.9% | +8.5% | +37.1% |
| 10Y | +250.1% | +84.2% | +165.9% | +155.5% |
| All | +764.5% | +436.1% | +328.4% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling